BTC timing has two different “edges” people mix up

price edge and execution edge

price edges are unstable and can disappear

execution edges are more repeatable because they come from liquidity cycles

What the data says about TIME OF DAY (UTC + Zurich conversion)

A large intraday study finds trading activity, volatility, and illiquidity peaking around 16:00–17:00 UTC (the market gets “hotter” there) which can mean worse fills and more noise for market orders

That is 17:00–18:00 in Zurich (CET, like right now in January) 

Liquidity itself follows a daily rhythm too

One market-depth analysis shows BTC order book depth peaking around 11:00 UTC and bottoming around 21:00 UTC

That’s 12:00 Zurich as a common “deeper book” window, and 22:00 Zurich as a common “thinner book” window 

What the data says about DAY OF WEEK (don’t overtrust it)

Academic work found a “Monday higher returns” anomaly for Bitcoin in older samples, while many other coins didn’t show it

It’s not a guaranteed pattern and it can fade as the market changes 

How to HANDLE this in a clean, low-stress way

Use time-of-day mainly for execution, not prediction

If you want cleaner fills, prefer limit orders and do bigger buys when liquidity is typically stronger (around 12:00–14:00 Zurich) 

If you notice price whipsaws, avoid placing big market orders in the “heat window” (17:00–18:00 Zurich) where illiquidity/volatility often peak 

Split entries into several smaller tranches across the week so one bad timing hour doesn’t matter

Not financial advice, just stats + a simple way to use them without overthinking